+122.9%
MS vs DG
-35.8%
+158.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.1% | +0.3% | +4.8% | +5.1% |
| 30D | +5.7% | +3.2% | +2.4% | +5.5% |
| 3M | -12.2% | +10.4% | -22.6% | -12.8% |
| 6M | -0.5% | +33.2% | -33.7% | -2.7% |
| YTD | +9.8% | +3.0% | +6.9% | +9.4% |
| 1Y | +17.7% | +31.2% | -13.5% | +15.3% |
| 3Y | +176.8% | +21.8% | +155.0% | +168.4% |
| All | +122.9% | -35.8% | +158.7% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling